+128.7%
CBRE vs ZCMD
-100.0%
+228.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | -2.8% | -2.9% | +0.1% | -2.8% |
| 30D | +2.2% | -28.5% | +30.7% | +2.4% |
| 3M | -10.1% | -56.5% | +46.5% | -9.8% |
| 6M | -8.0% | -99.7% | +91.7% | -3.0% |
| YTD | -17.6% | -99.9% | +82.3% | -12.1% |
| 1Y | -14.7% | -99.9% | +85.2% | -8.6% |
| 3Y | +80.4% | -100.0% | +180.3% | +97.7% |
| 5Y | +25.9% | -100.0% | +125.9% | +39.1% |
| All | +128.7% | -100.0% | +228.7% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling